Poisson–Dirichlet statistics for the extremes of a log-correlated Gaussian field

JOURNAL ARTICLE published 1 August 2014 in The Annals of Applied Probability

Authors: Louis-Pierre Arguin | Olivier Zindy

Stochastic methods for the neutron transport equation II: Almost sure growth

JOURNAL ARTICLE published 1 December 2020 in The Annals of Applied Probability

Authors: Simon C. Harris | Emma Horton | Andreas E. Kyprianou

Regularization of multiplicative SDEs through additive noise

JOURNAL ARTICLE published 1 October 2022 in The Annals of Applied Probability

Authors: Lucio Galeati | Fabian A. Harang

Optimal consumption under habit formation in markets with transaction costs and random endowments

JOURNAL ARTICLE published 1 April 2017 in The Annals of Applied Probability

Authors: Xiang Yu

Spectral theory and limit theorems for geometrically ergodic Markov processes

JOURNAL ARTICLE published 1 January 2003 in The Annals of Applied Probability

Authors: I. Kontoyiannis | S. P. Meyn

Dual formulation of second order target problems

JOURNAL ARTICLE published 1 February 2013 in The Annals of Applied Probability

Authors: H. Mete Soner | Nizar Touzi | Jianfeng Zhang

Duality and fixation in $Xi$-Wright–Fisher processes with frequency-dependent selection

JOURNAL ARTICLE published 1 February 2018 in The Annals of Applied Probability

Authors: Adrián González Casanova | Dario Spanò

High-frequency asymptotics for Lipschitz–Killing curvatures of excursion sets on the sphere

JOURNAL ARTICLE published 1 February 2016 in The Annals of Applied Probability

Authors: Domenico Marinucci | Sreekar Vadlamani

The dividend problem with a finite horizon

JOURNAL ARTICLE published 1 December 2017 in The Annals of Applied Probability

Authors: Tiziano De Angelis | Erik Ekström

Robust filtering: Correlated noise and multidimensional observation

JOURNAL ARTICLE published 1 October 2013 in The Annals of Applied Probability

Authors: D. Crisan | J. Diehl | P. K. Friz | H. Oberhauser

Genealogical processes for Fleming-Viot models with selection and recombination

JOURNAL ARTICLE published 1 November 1999 in The Annals of Applied Probability

Authors: Peter Donnelly | Thomas G. Kurtz

A threshold for cutoff in two-community random graphs

JOURNAL ARTICLE published 1 August 2020 in The Annals of Applied Probability

Authors: Anna Ben-Hamou

Ergodicity and stability of the conditional distributions of nondegenerate Markov chains

JOURNAL ARTICLE published 1 August 2012 in The Annals of Applied Probability

Authors: Xin Thomson Tong | Ramon van Handel

Optimal contingent claims

JOURNAL ARTICLE published 1 August 2001 in The Annals of Applied Probability

Authors: Andrius Jankunas

Finite system scheme for mutually catalytic branching with infinite branching rate

JOURNAL ARTICLE published 1 October 2017 in The Annals of Applied Probability

Authors: Leif Döring | Achim Klenke | Leonid Mytnik

Isoperimetric inequalities and mixing time for a random walk on a random point process

JOURNAL ARTICLE published 1 October 2007 in The Annals of Applied Probability

Authors: Pietro Caputo | Alessandra Faggionato

Randomly growing braid on three strands and the manta ray

JOURNAL ARTICLE published 1 April 2007 in The Annals of Applied Probability

Authors: Jean Mairesse | Frédéric Mathéus

Universality for one-dimensional hierarchical coalescence processes with double and triple merges

JOURNAL ARTICLE published 1 April 2014 in The Annals of Applied Probability

Authors: A. Faggionato | C. Roberto | C. Toninelli

Perfect simulation for a class of positive recurrent Markov chains

JOURNAL ARTICLE published 1 October 2007 in The Annals of Applied Probability

Authors: Stephen B. Connor | Wilfrid S. Kendall

Kinetically constrained spin models on trees

JOURNAL ARTICLE published 1 October 2013 in The Annals of Applied Probability

Authors: F. Martinelli | C. Toninelli